Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 98.905 +0.005 Show Price Chart 98.900 98.975 98.855 321,064
10-Year T-Note Futures ZNZ5 DEC 2015 DEC 2015 127'235 +0'110 Show Price Chart 127'140 128'040 127'120 1,203,137
5-Year USD Deliverable Interest Rate Swap Futures F1UU5 SEP 2015 103'100 +0'050 Show Price Chart 103'110 103'130 103'025 3,595
10-Year USD Deliverable Interest Rate Swap Futures N1UU5 SEP 2015 105'045 +0'150 Show Price Chart 105'030 105'075 104'230 a 4,270

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU5 SEP 2015 SEP 2015 99.6500 +0.0025 Show Price Chart 99.6475 99.6650 99.6375 231,948
Eurodollar Futures GEZ5 DEC 2015 DEC 2015 99.520 -0.01 Show Price Chart 99.525 99.570 99.500 309,827
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.400 -0.015 Show Price Chart 99.405 99.455 99.375 272,132
Eurodollar Futures GEM6 JUN 2016 JUN 2016 99.250 -0.015 Show Price Chart 99.260 99.315 99.220 283,833
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.080 -0.005 Show Price Chart 99.085 99.150 99.040 256,112
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 98.905 +0.005 Show Price Chart 98.900 98.975 98.855 321,064
Eurodollar Futures GEH7 MAR 2017 MAR 2017 98.750 +0.01 Show Price Chart 98.735 98.820 98.705 202,107
Eurodollar Futures GEM7 JUN 2017 JUN 2017 98.600 +0.02 Show Price Chart 98.580 98.675 98.545 171,586
30 Day Federal Funds Futures ZQV5 OCT 2015 OCT 2015 99.800 0.00 Show Price Chart 99.800 99.820 99.780 73,413
2-Year Eurodollar Bundle Futures BU2U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5U5 SEP 2015 SEP 2015 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Ultra U.S. Treasury Bond Futures UBZ5 DEC 2015 DEC 2015 159'19 +1'24 Show Price Chart 158'05 159'24 158'01 83,579
U.S. Treasury Bond Futures ZBZ5 DEC 2015 DEC 2015 155'29 +1'14 Show Price Chart 154'20 156'02 154'16 251,884
10-Year T-Note Futures ZNZ5 DEC 2015 DEC 2015 127'235 +0'110 Show Price Chart 127'140 128'040 127'120 1,203,137
5-Year T-Note Futures ZFZ5 DEC 2015 DEC 2015 119'262 +0'037 Show Price Chart 119'232 120'040 119'185 676,987
3-Year T-Note Futures Z3NU5 SEP 2015 - - Show Price Chart - - - 0
2-Year T-Note Futures ZTZ5 DEC 2015 DEC 2015 109'100 -0'005 Show Price Chart 109'107 109'142 109'082 294,221

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UU5 SEP 2015 101'092 b -0'002 Show Price Chart - - 101'072 a 0
5-Year USD Deliverable Interest Rate Swap Futures F1UU5 SEP 2015 103'100 +0'050 Show Price Chart 103'110 103'130 103'025 3,595
10-Year USD Deliverable Interest Rate Swap Futures N1UU5 SEP 2015 105'045 +0'150 Show Price Chart 105'030 105'075 104'230 a 4,270
30-Year USD Deliverable Interest Rate Swap Futures B1UU5 SEP 2015 107'07 b +1'06 Show Price Chart 106'23 107'13 b 106'09 a 33
2-Year Euro Deliverable Interest Rate Swap Futures T1EU5 SEP 2015 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Interest Rate Options

Trade our Interest Rate options across the yield curve, including Treasury, Eurodollar, and Fed Fund products.

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